Local Convergence of the Symmetric Rank-One Iteration

نویسندگان

  • C. T. Kelley
  • Ekkehard W. Sachs
چکیده

We consider conditions under which the SR1 iteration is locally convergent. We apply the result to a pointwise structured SR1 method that has been used in optimal control.

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عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 9  شماره 

صفحات  -

تاریخ انتشار 1995